The generalized extreme-value distribution encompasses three classes of distributions:
- Frechet, which are regularly varying, infinite right limit.
- Gumbel, which are not regularly varying, infinite right limit.
- Weibull, which are regularly varying, finite right limit.
Is there a fourth class, one that fits in between the Gumbel and Weibull classes: which are not regularly varying, finite right limit?
If so, what is this class called?
And, is there a generalization of the generalized extreme-value distribution that encompasses this 4th class of distribution?